+131.4%
WMT vs CTAS
+107.0%
+24.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | -6.4% | -3.1% | -3.3% | -5.5% |
| 3M | -12.1% | +10.3% | -22.4% | -14.9% |
| 6M | -15.0% | +1.6% | -16.6% | -15.7% |
| YTD | -4.5% | +6.3% | -10.8% | -6.9% |
| 1Y | +6.2% | -0.5% | +6.7% | +5.7% |
| 3Y | +99.9% | +64.6% | +35.3% | +67.8% |
| 5Y | +131.4% | +106.0% | +25.4% | +76.4% |
| All | +131.4% | +107.0% | +24.4% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling